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We will present exact solutions for three variations of the stochastic Korteweg de Vries–Burgers (KdV–Burgers) equation featuring variable coefficients. In each variant, white noise exhibits spatial uniformity, and the three categories include additive, multiplicative, and advection noise. Across all cases, the coefficients are timedependent functions. Our discovery indicates that solving certain deterministic counterparts of KdV–Burgers equations and composing the solution with a solution of stochastic differential equations leads to the exact solution of the stochastic Korteweg de Vries–Burgers (KdV–Burgers) equations.
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Behaviour of solutions to the 1D focusing stochastic L 2-critical and supercritical nonlinear Schrödinger equation with space-time white noise
Abstract We study the focusing stochastic nonlinear Schrödinger equation in 1D in the $L^2$-critical and supercritical cases with an additive or multiplicative perturbation driven by space-time white noise. Unlike the deterministic case, the Hamiltonian (or energy) is not conserved in the stochastic setting nor is the mass (or the $L^2$-norm) conserved in the additive case. Therefore, we investigate the time evolution of these quantities. After that, we study the influence of noise on the global behaviour of solutions. In particular, we show that the noise may induce blow up, thus ceasing the global existence of the solution, which otherwise would be global in the deterministic setting. Furthermore, we study the effect of the noise on the blow-up dynamics in both multiplicative and additive noise settings and obtain profiles and rates of the blow-up solutions. Our findings conclude that the blow-up parameters (rate and profile) are insensitive to the type or strength of the noise: if blow up happens, it has the same dynamics as in the deterministic setting; however, there is a (random) shift of the blow-up centre, which can be described as a random variable normally distributed.
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- Award ID(s):
- 1927258
- PAR ID:
- 10339534
- Date Published:
- Journal Name:
- IMA Journal of Applied Mathematics
- Volume:
- 86
- Issue:
- 6
- ISSN:
- 0272-4960
- Page Range / eLocation ID:
- 1349 to 1396
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1093/imamat/hxab040
